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M-oscillator

Buy The Dips in Bull Market (by Coinrule)During a Bull market, beating the market, it's challenging. Trading strategies that buy the dips represent one of the best approaches to surf the trend and optimize the returns. The main obstacle is to gauge the dip's magnitude properly and set up the take profit level accordingly. The RSI is an excellent tool to catch price drops as it adjusts the entry to the asset's current volatility. Nevertheless, using the RSI as an indicator for exit is not an optimal solution in trending markets as it may end up with two scenarios: The price reverts before reaching overbought conditions. That is the case when the trend is not that strong at that moment. Leaving the position open could result in missed profit opportunities. The price rebounds strongly, leading the RSI quickly in overbought conditions too soon so that the strategy sells too early. One interesting option is to combine a trigger based on the RSI to catch the dip and then use two moving averages to spot the right time to seel when the price is entirely back on-trend. The Setup The entry-signal comes when the RSI is lower than 35 and the MA9 is above the MA200, indicating that the asset is currently in an uptrend. The sell-signal comes when at the same time, the price is above the MA9, and the MA9 is above the MA50. This setup was optimized on the 15-min time frame after over 150 backtests. A trading fee of 0.1% is taken into account. The fee is aligned to the base fee applied on Binance, which is the largest cryptocurrency exchange.
Pine Script® strategy
by Coinrule
3
Combo Backtest 123 Reversal & Key Reversal Down This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy A key reversal is a one-day trading pattern that may signal the reversal of a trend. Other frequently-used names for key reversal include "one-day reversal" and "reversal day." How Does a Key Reversal Work? Depending on which way the stock is trending, a key reversal day occurs when: In an uptrend -- prices hit a new high and then close near the previous day's lows. In a downtrend -- prices hit a new low, but close near the previous day's highs WARNING: - For purpose educate only - This script to change bars colors.
Pine Script® strategy
by HPotter
2
RSI of Ultimate Oscillator [SHORT Selling] StrategyThis is SHORT selling strategy with Ultimate Oscillator. Instead of drectly using the UO oscillator , I have used RSI on UO (as I did in my previous strategies ) Ultimator Oscillator settings are 5, 10 and 15 RSI of UO setting is 5 Short Sell ========== I have used moving averages from WilliamAlligator indicator --- settings are 10(Lips), 20(teeth) and 50 (Jaw) when Lips , Teeth and Jaw are aligned to downtrend (that means Lips < Teeth < Jaw ) Look for RSIofUO dropping below 60 ( setting parameter is Sell Line ) Partial Exit ========== When RSIofUO crossing up Oversold line i.e 30 Cover Short / Exit ================= When RSIofUO crosisng above overbought line i.e 70 StopLoss ======== StopLoss defaulted to 3 % , Though it is mentioned in settings , it has not been not used to calcuate and StopLoss Exit... Reason is, when RSIofUO already crossed 60 line (for SHORTING) , then it would take more efforts go up beynd 60. There is saying price takes stairs to climb up but it takes elevator to go down. I have not purely depend on this to exit stop loss, however noticed the trades in this stratgey did not get out with loss higher than when RSIofUO reaching 70 level. Note ====== Williams Alligator is not drawn from the script. It is manually added to chart for illustration purpose. Please add it when you are using this strategy , whch woould give an idea how the strategy is taking Short Trades. This is tested on Hourly chart for SPY Bar color changes to purple when the strategy is in SHORT trade Warning ======== For the eductional purposes only
Pine Script® strategy
by eemani123
2
Quansium Series A BacktestThis comes with preconfigured setups or strategies. Simply choose one from our list based on the timeframe it was made for. Leverage can be changed; to keep trading safe, a maximum of 2 is allowed. In our findings, this was able to trade crypto (specifically BTC ), MES (Micro E-mini S&P 500 Index Futures ), and stocks. It is important to know that setups A, B, C, and D use variable position sizing, and dynamic stop loss/trailing stop/take profit, these parameters are provided through the alerts. The rest of the strategies were created with a simpler approach in mind, just plainly entry/exits signals. Quansium as a framework: Price reformat: we take the price source (Open, Close, High, Low) and remove any noise that affects the accuracy of our signals. Time awareness: we take several time periods of the data on the chart such as start, end, and whole. We use this to add more depth to our signals. Position size: our backtest tries to recreate as much as the real world trades as possible so our position is determined by the current equity. We also use the volatility of the market to increase or decrease our exposure or risk. Risk awareness: stop loss, take profit, trailing stop are the risk exits we use to provide our users some peace of mind. These parameters are totally dynamic and follow the same behavior of the market. Signals filtering: to make almost non-existent any errors and increase the quality of our trades, our indicators go through multiple phases, this avoid double entries or early exits, and help maintain a record of what has transpired and what’s currently taking place. Indicators: whenever we can we use custom code or our own functions instead of the defaults ones provided. This gives us total control of what we’re trying to achieve. In many cases we tend to combine several indicators’ logic into one creating a more personalized take on it. Easiness: since we started our main goal has been to provide the easiest and fastest way to alerts’ creation. It has taken us years to reach this level where now we already provide a list of preset strategies so the user doesn’t have to spend much time tinkering with scripts and more on other matters, because we know life is more than just trading. Raw signals: we provide the option to turn off as much of our advanced features such as stop loss, take profit, trailing stop, dynamic sizing, etc, etc for a simple approach. Trade signals still go through the signals filtering method mentioned above, Timeframe pairing: we take trading very seriously, by no way we’ll want the user to lose money (although such thing is expected because past results aren’t an indicative of futures ones), through years of experience we have found what are usually common mistakes the user makes, this feature allows us to only activate the strategy if the right timeframe is chosen. Trend filters: through the years we have improved the arts of the trend. We like to keep things simple but yet powerful. We observe the macro and micro trend of the security. This helps confirm we are entering at the desirable timing. We also incorporate volume and volatility into decision making, we simply programmed it to trade when these are increasing and higher than the average values observed in both the short and long term. Finally we take into account the strength of the pair to make our final choice of whether to enter or wait, and if anything flashes contrary movement then we cancel the upcoming signal and stop monitoring until the next one comes along. Full automated risk: stop loss, take profit, and trailing stops usually are set in percentages, and optimized even more using the current market behavior to become more adaptive. But always remains some sort of fixation, so the user must choose a value somewhere. This is where our framework shines the most, as previously mentioned before when we take time into our calculations, we use several periods to observe performance and get values that keep our risk exits natural and closest to the flow of the market itself. Setups: A: Centered oscillator with the difference of several moving averages with more sensitive settings. Momentum focused. B: Centered oscillator using simple moving averages. Trend-Following focused. C: Centered oscillator using smoothed data with the help of faster moving averages. Trend-Following focused. D: Centered oscillator with the difference of several moving averages with less sensitive settings. Trend-Following focused. E: Centered oscillator with the difference of moving averages where the standard deviation is applied first. It uses less sensitive settings. Trend-Following focused. F: Finds the relationship between multiple readings of the price’s relative strength to better pin-point downs and ups. Trend-Following focused. G: Centered oscillator with the difference of moving averages where the standard deviation is applied first. It uses more sensitive settings. Momentum focused. H: Multiple centered oscillators using various moving averages. Trend-Following focused. I: Centered oscillator using simple moving averages. Momentum focused. Note: The framework is composed of almost 1000 lines of code as compared to each indicator that makes up the setup which is around 10. The power from Quansium doesn't come from the strategies themselves but rather the overall system that turns simple signals into complex and advanced trades. Strategy Tester: Initial Capital: chosen value is $20,000, as an approximate to Bitcoin’s ATH (All-Time High). In previous iterations we noticed some trades won’t go through if the capital was less than the ATH. Order Size: 100% of equity (although the script controls this, and this is of no regards to the results). Pyramiding: 1, system doesn’t place multiple entries in a row, only one at a time. Commission: This simulates order execution with custom trading fees. Commissions are turned off by default because this script works in various markets and each operates differently. In order to reach results that are close to real world conditions, it is imperative the user fills this based upon their broker or exchange data. When we started, we were focused on finding the best indicator, or creating it ourselves. After years we came to realize that the secret is not in which indicator you use but the framework behind it. All strategies have bad, good, best, worst performance periods. The key of a good system is to help keep you safe when it’s down and maximize your potential when it’s up. We hope this material at the very minimum inspires you to keep going and not lose faith, because it is not the smartest who win but those who persevere.
Pine Script® strategy
by Quansium
2
Optimized RSI Strategy - Buy The Dips (by Coinrule)Buy low and sell high is every trader's mantra. While this approach looks straightforward in theory, it's sometimes challenging to put into practice. That requires stress-management to buy when price drops and resolution in selling when the price is rising. RSI is a useful tool to implement long-term and effective trading strategies. The script presents an optimized RSI trading strategy that uses a Moving average to spot the best time to buy the dip. The strategy buys when the RSI is lower than 35, and at the same time, the price is below the MA100. In this way, the approach helps avoid catching early dips, increasing buying when the bottom approaches. The position closes when the RSI value is above 65 . Depending on the volatility of the coins that the strategy will trade, it's possible to adjust the RSI exit value to chase larger profits. The setup is optimized on a 15-minutes time frame and trading cryptocurrencies versus USD or stable coins. The strategies was backtested over 150 times with multiple setups and coin to assess the best long-term system. The strategy assumes each order to trade 30% of the available capital. A trading fee of 0.1% is taken into account. The fee is aligned to the base fee applied on Binance, which is the largest cryptocurrency exchange.
Pine Script® strategy
by Coinrule
1
[BullShow] Gray_Hunter_Indicator_v1.0 - Legendary ProfitOver the past 10 years, the price of Bitcoin and cryptocurrency has been dominated by miners. However, since the coronavirus, as the money supply of each government increases and the value of the money decreases accordingly, institutional investors are increasingly intervening in the price of bitcoin. In particular, it is no exaggeration to say that the rise of Bitcoin in recent years was led by institutional investors. Accordingly, in the past, the indicator of HashRate or Profitability of Mining was an important index for cryptocurrency investment, but now is the time to examine the investment movement of institutions. This idea is an idea to follow the movement of institutional investors. I created an index based on the correlation and disparity between the price of institutional investors and the price of bitcoin. Accuracy increases after the corona, when institutional investors start buying in earnest. There is no repainting on the chart. If you are interested in my strategy, Use the link below to obtain access to this indicator or PM me to obtain access Indicators are shared only with supporters. Bless you and thanks all! 지난 10년동안 비트코인 및 암호화폐의 가격은 채굴자에 의해 좌지우지 되어 왔습니다. 그러나 코로나바이러스 이후 각 정부의 화폐 공급이 많아지고 그에 따라 화폐가치가 하락하면서 기관투자자의 개입이 조금씩 많아지고 있는 상황입니다. 특히 2020년 최근들어 비트코인의 상승은 기관투자자가 이끌었다고 해도 과언이 아닙니다. 이에따라 과거에는 HashRate 또는 Profitability of Mining의 지표가 암호화폐 투자에 있어서 큰 index였지만 이제는 기관의 투자동향을 보다 더 살펴야 할 때입니다. 그래서 오늘 소개 해 드리고 싶은 전략은 기관의 움직임을 추종하는 전략입니다. 기관투자자들의 매수가격과 비트코인가격의 상관관계 및 이격도를 가지고 지표를 만들었습니다. 기관 투자자들이 본격적으로 매수를 시작하는 코로나 이후 부터 정확도가 증가합니다. 차트에 리페인팅은 없습니다. Indicator의 공유는 Supporter 분들에게만 해 드리고 있습니다. 축복합니다 언제나 승리하세요! Indicator Information * Indicator is only working on the time frame (not support D,W,M and Seconds) * Initial indicator sets under 1 to buy, over 85 sell * The accuracy and reliability of indicators rise sharply from 2020, From the point when institutional market intervention increases rapidly * Other altcoins buy and sell at the same time frame as Bitcoin. * 해당 인디케이터는 시간 범위에서만 작동합니다 (D, W, M 및 초는 지원하지 않음). * 초기 지표셋팅은 1아래에서 매수, 85 이상에서 매도 * 지표의 정확성과 신뢰성은 기관의 시장 개입이 급격히 증가하는 2020 년부터 급격히 증가합니다. * 다른 알트 코인은 비트 코인과 동시에 매매합니다. Back Testing Back testing start from 2020. 01 . 01 Initial_capital: 1000 percent_of_equity: 100% Commission: 0.2% Profit BTCUSDT: 559.12% ETHUSDT: 1675.08% XRPUSDT: 1121.74% XLMUSDT: 1003.23% LINKUSDT: 2087.28% LTCUSDT: 781.35% BCHUSDT: 310.89% BNBUSDT: 706.14% XMRUSDT: 667.08% DASHUSDT: 570.35% TRXUSDT: 796.54% ADAUSDT: 1352.74% CIVICUSDT: 3259.17% IOTAUSDT: 935.22% WAVESUSDT: 4187.95%
Pine Script® strategy
by BullShow
3
Combo Backtest 123 Reversal & Keltner Channel This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy The Keltner Channel, a classic indicator of technical analysis developed by Chester Keltner in 1960. The indicator is a bit like Bollinger Bands and Envelopes. WARNING: - For purpose educate only - This script to change bars colors.
Pine Script® strategy
by HPotter
5
Combo Backtest 123 Reversal & Kaufman Moving Average Adaptive// This is combo strategies for get a cumulative signal. // First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy Everyone wants a short-term, fast trading trend that works without large losses. That combination does not exist. But it is possible to have fast trading trends in which one must get in or out of the market quickly, but these have the distinct disadvantage of being whipsawed by market noise when the market is volatile in a sideways trending market. During these periods, the trader is jumping in and out of positions with no profit-making trend in sight. In an attempt to overcome the problem of noise and still be able to get closer to the actual change of the trend, Kaufman developed an indicator that adapts to market movement. This indicator, an adaptive moving average (AMA), moves very slowly when markets are moving sideways but moves swiftly when the markets also move swiftly, change directions or break out of a trading range. WARNING: - For purpose educate only - This script to change bars colors.
Pine Script® strategy
by HPotter
Combo Backtest 123 Reversal & Kase Dev Stops This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy The Kase Dev Stops system finds the optimal statistical balance between letting profits run, while cutting losses. Kase DevStop seeks an ideal stop level by accounting for volatility (risk), the variance in volatility (the change in volatility from bar to bar), and volatility skew (the propensity for volatility to occasionally spike incorrectly). Kase Dev Stops are set at points at which there is an increasing probability of reversal against the trend being statistically significant based on the log normal shape of the range curve. Setting stops will help you take as much risk as necessary to stay in a good position, but not more. You can change long to short in the Input Settings Please, use it only for learning or paper trading. Do not for real trading. WARNING: - For purpose educate only - This script to change bars colors.
Pine Script® strategy
by HPotter
Trend-following RSI Strategy According to classical technical analysis, an RSI above 70 should signal overbought conditions and, thus, a sell-signal. Cryptocurrencies represent a whole new asset class, and they reshape the classical concepts of technical analysis. FOMO-buying can be very powerful, and coins can remain in overbought conditions enough to provide excellent opportunities for scalping trades on the upside. Building a trend-following trading strategy based on the RSI, which is generally considered a contrarian indicator, may sound counter-intuitive. Over 200 backtests prove that this is a very interesting long-term setup. The setup is optimized on a 4-hours time frame and trading cryptocurrencies versus USD or stable coins. The strategy tries to catch coins on sustained uptrends to take advantage of further upside. The strategy's buy-signal triggers when a coin has an RSI above 70 on a 4-hours time frame. The strategy sells the coin if a profit of 6% is achieved. Alternatively, it closes the position if the RSI drops below 55, indicating a possible weakening of the trend. The strategy assumes each order to trade 30% of the available capital. A trading fee of 0.1% is taken into account. The fee is aligned to the base fee applied on Binance, which is the largest cryptocurrency exchange.
Pine Script® strategy
by Coinrule
MOM+RSI StrategyThis is a momentum based strategy which generates signals when the price moves with momentum in either direction. This strategy works well on liquid stocks. Its not necessary to close the trade as soon as the close signal is generated and one can wait for the price to move in the direction as indicated by the prior signal unless price starts to go in the opposite direction. The best set up for a trader is his/her own set up and hence it is recommended to use this strategy with your set up/research.
Pine Script® strategy
by skynet970
GreenCrypto PR Strategy for Swing TradesThis is a very good strategy for Swing Trading, I have been using this strategy for very long time and made good amount of profit using this. This works great for both long trades and short trades, Stop loss and Take profit target is must while entering the trade, this make sure that the trade ends up in good profit and in case if the market revers, ends in only small loss. This strategy works using the pivot points, we calculate the pivot point using the number of candles mentioned in the input field "leftBars" and "rightBars", if you add more number of bars then the frequency of the trade decreases. for example with the leftBars as 4 you will get less trades than the leftBar=2. Every trade entry is represented using "Buy" and "Sell" signals, whenever there is a new signal chart shows buy/sell signal for limit price, you need to add a limit order for the same price. Parameters: LeftBars = Number of left bars should be used for calculating the pivot pints, (more bars means less frequent trades) RightBars = Number of right candle bars used for calculating the pivot points (more bars means less frequent trades) Date/month/day : for selecting the right backtesting the period (currently it set to Jan 2018 to current day ) for this backtesting i have used 1000$ capital and with 10% capital used for each trade, free to modify it as per your needs. This strategy works best on 4H time frame but you can also try backtesting on other time periods. The default parameters present in the strategy is works best for most of famous cryptocurrencies on 4H time period. Please DM me if you would like to tryout 7 Days free trail.
Pine Script® strategy
by GreenCryptoTrades
43
DinhChienFX's CHFJPY signal V1.0Max risk: 2%. Commission: 4 JPY/trade Slippage: 2 ticks. Risk/reward: 1/1.23 Data backtest is maximum history bars of Premium account. ------------ I. How to determind a Uptrend. 1... Downtrend is confirmed when the close crossover the Keltner Upper 1. 2... Keltner Color count shows Uptrend II. How to determind a Downtrend. 1... Downtrend is confirmed when the close crossunder the Keltner Lower 1. 2... Keltner Color count shows Downtrend III. Entry is the close of candle cross the basis IV. How to calculate the Stoploss and Profit - Stop loss = close of Entry''s cande +- (atr(20)*2) - Profit = close of Entry''s cande +- --------------- "Use the link below to obtain access to this indicator" or "PM us to obtain access"
Pine Script® strategy
by dinhchien
1
Combo Backtest 123 Reversal & Inertia Strategy This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy The inertia indicator measures the market, stock or currency pair momentum and trend by measuring the security smoothed RVI (Relative Volatility Index). The RVI is a technical indicator that estimates the general direction of the volatility of an asset. The inertia indicator returns a value that is comprised between 0 and 100. Positive inertia occurs when the indicator value is higher than 50. As long as the inertia value is above 50, the long-term trend of the security is up. The inertia is negative when its value is lower than 50, in this case the long-term trend is down and should stay down if the inertia stays below 50. WARNING: - For purpose educate only - This script to change bars colors.
Pine Script® strategy
by HPotter
Combo Backtest 123 Reversal & Ichimoku2c This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy Ichimoku Strategy WARNING: - For purpose educate only - This script to change bars colors.
Pine Script® strategy
by HPotter
3
Combo Backtest 123 Reversal & High and Low Levels This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy This script shows a high and low period value. Width - width of lines SelectPeriod - Day or Week or Month and etc. LookBack - Shift levels 0 - current period, 1 - previous and etc. WARNING: - For purpose educate only - This script to change bars colors.
Pine Script® strategy
by HPotter
2
Guerilla Fear/Greed Index StrategyThis strategy combines NAAIM Exposure Index and the Equity Put/Call Ratio into Fear/Greed Index that oscillates between 0 and 100. It smooths all of these values and enters a trade when Fear reaches a certain threshold and exits when Greed reaches a certain threshold. I don't really know if this is a great indicator or not, but the results on various indexes are pretty good, especially NASDAQ:TQQQ . Was inspired by the knowledge gained following RolandoSantos .
Pine Script® strategy
by calebsandfort
4
Combo Backtest 123 Reversal & High Low Bands This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy As the name suggests, High low bands are two bands surrounding the underlying’s price. These bands are generated from the triangular moving averages calculated from the underlying’s price. The triangular moving average is, in turn, shifted up and down by a fixed percentage. The bands, thus formed, are termed as High low bands. The main theme and concept of High low bands is based upon the triangular moving average. WARNING: - For purpose educate only - This script to change bars colors.
Pine Script® strategy
by HPotter
Ultimate multi-indicator strategy and script- AlphaNHBI created this to be the best multi-indicator strategy, with a matching alert script. This script is ideal for beginners, as well experienced traders who need direct indicators without any of the flashy unnecessary features. This script gets right to the point. This strategy code was designed for the best mixture of most common indicators, allowing the user to mix and match any indicator he/she chooses. You are able to use sell signals that are either take profits and sell signals, or you are able to use the sell signals of one, or more indicators, OR you can use both (sell signals of indicators AND take profits and stop losses.) Buying indicators allow you to use the MACD , stochastics, RSI , moving average, fibonacci, t3, Bollinger bands , fractals, and more. This script works on anything with a chart. It can be applied to crypto, stocks, bonds, forex, etc. If you would like the script that matches this strategy so that you can do REAL TRADING with LIVE TIME ALERTS, please DM me. If anyone has suggestions on how to make this better, let me know! This is a growing script that I am building to be universally solid through different markets and through different market conditions! The details of this backtest are the following: Initial Capital: 5000 Order Size: 25% Pyramiding: 10 (although, I don't usually use pyramiding myself, and you don't need to and you will still be largely profitable, by pyramiding definitely helps with smoothing results.) Commission: 0.1% to match Binance fees
Pine Script® strategy
by nhbprod
1
Combo Backtest 123 Reversal & High - EMA Strategy This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy This indicator plots the difference between the High (of the previous period) and an exponential moving average (13 period) of the Close (of the previous period). You can use in the xPrice any series: Open, High, Low, Close, HL2, HLC3, OHLC4 and ect... It buy if indicator above 0 and sell if below. WARNING: - For purpose educate only - This script to change bars colors.
Pine Script® strategy
by HPotter
888 BOT #backtest█ 888 BOT #backtest (open source) This is an Expert Advisor 'EA' or Automated trading script for ‘longs’ and ‘shorts’, which uses only a Take Profit or, in the worst case, a Stop Loss to close the trade. It's a much improved version of the previous ‘Repanocha’. It doesn`t use 'Trailing Stop' or 'security()' functions (although using a security function doesn`t mean that the script repaints) and all signals are confirmed, therefore the script doesn`t repaint in alert mode and is accurate in backtest mode. Apart from the previous indicators, some more and other functions have been added for Stop-Loss, re-entry and leverage. It uses 8 indicators, (many of you already know what they are, but in case there is someone new), these are the following: 1. Jurik Moving Average It's a moving average created by Mark Jurik for professionals which eliminates the 'lag' or delay of the signal. It's better than other moving averages like EMA , DEMA , AMA or T3. There are two ways to decrease noise using JMA . Increasing the 'LENGTH' parameter will cause JMA to move more slowly and therefore reduce noise at the expense of adding 'lag' The 'JMA LENGTH', 'PHASE' and 'POWER' parameters offer a way to select the optimal balance between 'lag' and over boost. Green: Bullish , Red: Bearish . 2. Range filter Created by Donovan Wall, its function is to filter or eliminate noise and to better determine the price trend in the short term. First, a uniform average price range 'SAMPLING PERIOD' is calculated for the filter base and multiplied by a specific quantity 'RANGE MULTIPLIER'. The filter is then calculated by adjusting price movements that do not exceed the specified range. Finally, the target ranges are plotted to show the prices that will trigger the filter movement. Green: Bullish , Red: Bearish . 3. Average Directional Index ( ADX Classic) and ( ADX Masanakamura) It's an indicator designed by Welles Wilder to measure the strength and direction of the market trend. The price movement is strong when the ADX has a positive slope and is above a certain minimum level 'ADX THRESHOLD' and for a given period 'ADX LENGTH'. The green color of the bars indicates that the trend is bullish and that the ADX is above the level established by the threshold. The red color of the bars indicates that the trend is down and that the ADX is above the threshold level. The orange color of the bars indicates that the price is not strong and will surely lateralize. You can choose between the classic option and the one created by a certain 'Masanakamura'. The main difference between the two is that in the first it uses RMA () and in the second SMA () in its calculation. 4. Parabolic SAR This indicator, also created by Welles Wilder, places points that help define a trend. The Parabolic SAR can follow the price above or below, the peculiarity that it offers is that when the price touches the indicator, it jumps to the other side of the price (if the Parabolic SAR was below the price it jumps up and vice versa) to a distance predetermined by the indicator. At this time the indicator continues to follow the price, reducing the distance with each candle until it is finally touched again by the price and the process starts again. This procedure explains the name of the indicator: the Parabolic SAR follows the price generating a characteristic parabolic shape, when the price touches it, stops and turns ( SAR is the acronym for 'stop and reverse'), giving rise to a new cycle. When the points are below the price, the trend is up, while the points above the price indicate a downward trend. 5. RSI with Volume This indicator was created by LazyBear from the popular RSI . The RSI is an oscillator-type indicator used in technical analysis and also created by Welles Wilder that shows the strength of the price by comparing individual movements up or down in successive closing prices. LazyBear added a volume parameter that makes it more accurate to the market movement. A good way to use RSI is by considering the 50 'RSI CENTER LINE' centerline. When the oscillator is above, the trend is bullish and when it is below, the trend is bearish . 6. Moving Average Convergence Divergence ( MACD ) and ( MAC-Z ) It was created by Gerald Appel. Subsequently, the histogram was added to anticipate the crossing of MA. Broadly speaking, we can say that the MACD is an oscillator consisting of two moving averages that rotate around the zero line. The MACD line is the difference between a short moving average 'MACD FAST MA LENGTH' and a long moving average 'MACD SLOW MA LENGTH'. It's an indicator that allows us to have a reference on the trend of the asset on which it is operating, thus generating market entry and exit signals. We can talk about a bull market when the MACD histogram is above the zero line, along with the signal line, while we are talking about a bear market when the MACD histogram is below the zero line. There is the option of using the MAC-Z indicator created by LazyBear, which according to its author is more effective, by using the parameter VWAP ( volume weighted average price ) 'Z-VWAP LENGTH' together with a standard deviation 'STDEV LENGTH' in its calculation. 7. Volume Condition Volume indicates the number of participants in this war between bulls and bears, the more volume the more likely the price will move in favor of the trend. A low trading volume indicates a lower number of participants and interest in the instrument in question. Low volumes may reveal weakness behind a price movement. With this condition, those signals whose volume is less than the volume SMA for a period 'SMA VOLUME LENGTH' multiplied by a factor 'VOLUME FACTOR' are filtered. In addition, it determines the leverage used, the more volume , the more participants, the more probability that the price will move in our favor, that is, we can use more leverage. The leverage in this script is determined by how many times the volume is above the SMA line. The maximum leverage is 8. 8. Bollinger Bands This indicator was created by John Bollinger and consists of three bands that are drawn superimposed on the price evolution graph. The central band is a moving average, normally a simple moving average calculated with 20 periods is used. ('BB LENGTH' Number of periods of the moving average) The upper band is calculated by adding the value of the simple moving average X times the standard deviation of the moving average. ('BB MULTIPLIER' Number of times the standard deviation of the moving average) The lower band is calculated by subtracting the simple moving average X times the standard deviation of the moving average. the band between the upper and lower bands contains, statistically, almost 90% of the possible price variations, which means that any movement of the price outside the bands has special relevance. In practical terms, Bollinger bands behave as if they were an elastic band so that, if the price touches them, it has a high probability of bouncing. Sometimes, after the entry order is filled, the price is returned to the opposite side. If price touch the Bollinger band in the same previous conditions, another order is filled in the same direction of the position to improve the average entry price, (% MINIMUM BETTER PRICE ': Minimum price for the re-entry to be executed and that is better than the price of the previous position in a given %) in this way we give the trade a chance that the Take Profit is executed before. The downside is that the position is doubled in size. 'ACTIVATE DIVIDE TP': Divide the size of the TP in half. More probability of the trade closing but less profit. █ STOP LOSS and RISK MANAGEMENT. A good risk management is what can make your equity go up or be liquidated. The % risk is the percentage of our capital that we are willing to lose by operation. This is recommended to be between 1-5%. % Risk: (% Stop Loss x % Equity per trade x Leverage) / 100 First the strategy is calculated with Stop Loss, then the risk per operation is determined and from there, the amount per operation is calculated and not vice versa. In this script you can use a normal Stop Loss or one according to the ATR. Also activate the option to trigger it earlier if the risk percentage is reached. '% RISK ALLOWED' 'STOP LOSS CONFIRMED': The Stop Loss is only activated if the closing of the previous bar is in the loss limit condition. It's useful to prevent the SL from triggering when they do a ‘pump’ to sweep Stops and then return the price to the previous state. █ BACKTEST The objective of the Backtest is to evaluate the effectiveness of our strategy. A good Backtest is determined by some parameters such as: - RECOVERY FACTOR: It consists of dividing the 'net profit' by the 'drawdown’. An excellent trading system has a recovery factor of 10 or more; that is, it generates 10 times more net profit than drawdown. - PROFIT FACTOR: The ‘Profit Factor’ is another popular measure of system performance. It's as simple as dividing what win trades earn by what loser trades lose. If the strategy is profitable then by definition the 'Profit Factor' is going to be greater than 1. Strategies that are not profitable produce profit factors less than one. A good system has a profit factor of 2 or more. The good thing about the ‘Profit Factor’ is that it tells us what we are going to earn for each dollar we lose. A profit factor of 2.5 tells us that for every dollar we lose operating we will earn 2.5. - SHARPE: (Return system - Return without risk) / Deviation of returns. When the variations of gains and losses are very high, the deviation is very high and that leads to a very poor ‘Sharpe’ ratio. If the operations are very close to the average (little deviation) the result is a fairly high 'Sharpe' ratio. If a strategy has a 'Sharpe' ratio greater than 1 it is a good strategy. If it has a 'Sharpe' ratio greater than 2, it is excellent. If it has a ‘Sharpe’ ratio less than 1 then we don't know if it is good or bad, we have to look at other parameters. - MATHEMATICAL EXPECTATION: (% winning trades X average profit) + (% losing trades X average loss). To earn money with a Trading system, it is not necessary to win all the operations, what is really important is the final result of the operation. A Trading system has to have positive mathematical expectation as is the case with this script: ME = (0.87 x 30.74$) - (0.13 x 56.16$) = (26.74 - 7.30) = 19.44$ > 0 The game of roulette, for example, has negative mathematical expectation for the player, it can have positive winning streaks, but in the long term, if you continue playing you will end up losing, and casinos know this very well. PARAMETERS 'BACKTEST DAYS': Number of days back of historical data for the calculation of the Backtest. 'ENTRY TYPE': For '% EQUITY' if you have $ 10,000 of capital and select 7.5%, for example, your entry would be $ 750 without leverage. If you select CONTRACTS for the 'BTCUSDT' pair, for example, it would be the amount in 'Bitcoins' and if you select 'CASH' it would be the amount in $ dollars. 'QUANTITY (LEVERAGE 1X)': The amount for an entry with X1 leverage according to the previous section. 'MAXIMUM LEVERAGE': It's the maximum allowed multiplier of the quantity entered in the previous section according to the volume condition. The settings are for Bitcoin at Binance Futures (BTC: USDTPERP) in 15 minutes. For other pairs and other timeframes, the settings have to be adjusted again. And within a month, the settings will be different because we all know the market and the trend are changing.
Pine Script® strategy
by UnknownUnicorn2151907
10